Multipoint Metropolis method with application to hybrid Monte Carlo

DOI10.1006/JCPH.2001.6860MaRDI QIDQ5948936zbMATH OpenOpenAlexWikidataFDO

Authors Zhaohui S. Qin, Jun S. Liu

Publication date 12 November 2001

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jcph.2001.6860

zbMATH Keywords

mixtureGibbs samplerBoltzmann distributionHamiltonianleap-frogheat-bathuncoupled oscillator

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications to the sciences (65Z05)

Recommendations

• A multi-point Metropolis scheme with generic weight functions
• The Metropolis algorithm for on-shell four-momentum phase space
• The hybrid Monte Carlo algorithm on parallel computers
• An improved acceptance procedure for the hybrid Monte Carlo algorithm
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Cites work

• scientific article; zbMATH DE number 1082719 (Why is no real title available?)
• Adaptive Markov Chain Monte Carlo through Regeneration
• An improved acceptance procedure for the hybrid Monte Carlo algorithm
• Equation of state calculations by fast computing machines
• Monte Carlo sampling methods using Markov chains and their applications
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• The Multiple-Try Method and Local Optimization in Metropolis Sampling

Cited in

(21)

• The hybrid Monte Carlo algorithm on parallel computers
• Issues in the multiple try Metropolis mixing
• On the flexibility of the design of multiple try Metropolis schemes
• On parallelizable Markov chain Monte Carlo algorithms with waste-recycling
• Application of biased Metropolis algorithms: from protons to proteins
• MCMC with strings and branes: the suburban algorithm (extended version)
• A multiple-try Metropolis-Hastings algorithm with tailored proposals
• The Metropolis algorithm for on-shell four-momentum phase space
• Extra chance generalized hybrid Monte Carlo
• Convergence rate of multiple-try Metropolis independent sampler
• Multi-particle sampling in Monte Carlo simulations on fluids: efficiency and extended implementations
• Hybrid Monte Carlo on Hilbert spaces
• A generalized multiple-try version of the reversible jump algorithm
• A Metropolis-class sampler for targets with non-convex support
• Improving the acceptance in Monte Carlo simulations: sampling through intermediate states
• Metropolized Knockoff Sampling
• A Repelling–Attracting Metropolis Algorithm for Multimodality
• Markov chain Monte Carlo calculations allowing parallel processing using a variant of the Metropolis algorithm
• Generalized multiple-point Metropolis algorithms for approximate Bayesian computation
• A multi-point Metropolis scheme with generic weight functions
• An improved acceptance procedure for the hybrid Monte Carlo algorithm

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